The Malaysian Border Control and Protection Agency (AKPS) said the two men, aged in their 30s and 40s, are believed to be from India and China, The Star reported.
They were stopped during immigration checks around 5 p.m. on Sunday when officers noticed suspicious security stamps on their passports, Bernama reported.
Further checks through the system confirmed no entry or exit records for both individuals.
Both suspects were detained under reasonable suspicion of violating the Immigration Act.
They are currently held pending further investigation.
Immigration authorities at Kuala Lumpur International Airport last month denied entry to hundreds of foreigners who failed to meet Malaysia's required conditions for entry on tourist visas.
Malaysia welcomed 13.3 million foreign arrivals in the first four months of this year, marking a 21% year-on-year increase.